-43.5%
QS vs TXG
-36.7%
-6.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | -0.4% |
| 7D | +2.2% | +9.4% | -7.2% | -2.5% |
| 30D | -8.1% | +26.1% | -34.1% | -19.3% |
| 3M | -27.0% | +124.8% | -151.8% | -53.4% |
| 6M | -16.4% | +215.2% | -231.7% | -56.4% |
| YTD | -46.4% | +302.2% | -348.6% | -75.9% |
| 1Y | -41.1% | +370.9% | -412.0% | -76.4% |
| 3Y | -18.6% | +38.5% | -57.1% | -43.1% |
| 5Y | -73.0% | -64.4% | -8.7% | -68.3% |
| All | -43.5% | -36.7% | -6.8% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling